+73.5%
IGV vs TSLL
-57.4%
+130.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -11.8% | +9.6% | -0.8% |
| 7D | -4.5% | +1.9% | -6.4% | -4.9% |
| 30D | +3.2% | +17.8% | -14.5% | +1.0% |
| 3M | +4.5% | -37.0% | +41.5% | +8.3% |
| 6M | +22.1% | -37.7% | +59.8% | +25.5% |
| YTD | -1.0% | -51.4% | +50.3% | +4.3% |
| 1Y | -2.1% | -23.4% | +21.3% | -3.6% |
| 3Y | +44.6% | -30.8% | +75.4% | +25.5% |
| All | +73.5% | -57.4% | +130.8% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling